ECBOT 10 Year T-Note Future June 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 123-240 124-005 0-085 0.2% 125-060
High 124-070 124-235 0-165 0.4% 125-065
Low 123-220 123-250 0-030 0.1% 123-105
Close 124-020 124-200 0-180 0.5% 123-175
Range 0-170 0-305 0-135 79.4% 1-280
ATR 0-161 0-171 0-010 6.4% 0-000
Volume 1,282,405 2,029,979 747,574 58.3% 6,879,801
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 127-077 126-283 125-048
R3 126-092 125-298 124-284
R2 125-107 125-107 124-256
R1 124-313 124-313 124-228 125-050
PP 124-122 124-122 124-122 124-150
S1 124-008 124-008 124-172 124-065
S2 123-137 123-137 124-144
S3 122-152 123-023 124-116
S4 121-167 122-038 124-032
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 129-208 128-152 124-185
R3 127-248 126-192 124-020
R2 125-288 125-288 123-285
R1 124-232 124-232 123-230 124-120
PP 124-008 124-008 124-008 123-272
S1 122-272 122-272 123-120 122-160
S2 122-048 122-048 123-065
S3 120-088 120-312 123-010
S4 118-128 119-032 122-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-235 123-105 1-130 1.1% 0-191 0.5% 92% True False 1,387,264
10 125-065 123-105 1-280 1.5% 0-186 0.5% 69% False False 1,360,401
20 125-065 123-105 1-280 1.5% 0-168 0.4% 69% False False 909,035
40 125-065 122-060 3-005 2.4% 0-164 0.4% 81% False False 457,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 128-251
2.618 127-073
1.618 126-088
1.000 125-220
0.618 125-103
HIGH 124-235
0.618 124-118
0.500 124-082
0.382 124-047
LOW 123-250
0.618 123-062
1.000 122-265
1.618 122-077
2.618 121-092
4.250 119-234
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 124-161 124-146
PP 124-122 124-092
S1 124-082 124-038

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols